The Parisian club has now secured the season-opening trophy on 14 separate occasions.
Paris Saint-Germain needed a dramatic equaliser followed by a perfect penalty shootout to get past Marseille in Kuwait and secure a fourth straight Trophee des Champions victory.
The European champions seemed to be coasting towards a comfortable triumph in the showdown between the French league winners and the Coupe de France winners after Ousmane Dembele opened the net in the opening stages.
However, the southern French side fired twice late to seize a shock advantage. Initially, the English forward converted from the penalty spot, before Willian Pacho inadvertently directed the ball into his own net for an own-goal.
In a remarkable twist of fortune, Goncalo Ramos grabbed a crucial leveler in the dying moments to force the contest into a deciding shootout. The Parisian shot-stopper Chevalier then emerged as the key figure, saving crucial attempts from Matt O'Riley and Traore.
In the shootout, Goncalo Ramos, the midfielder, Nuno Mendes, and Desire Doue all scored with composure for PSG to seal a 4-1 penalty win.
Now 14-time champions Paris Saint-Germain, who met last season's Ligue 1 second-placed team Marseille after achieving a league and cup double, have now won this competition for the twelfth time in the last 13 years.